+92.0%
AMGN vs PH
+139.3%
-47.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -2.2% | +6.9% | -9.1% | -3.4% |
| 30D | +12.1% | +1.7% | +10.4% | +11.5% |
| 3M | +13.6% | -8.1% | +21.8% | +15.4% |
| 6M | +43.9% | +11.5% | +32.4% | +39.7% |
| YTD | +45.9% | +11.4% | +34.6% | +41.4% |
| 1Y | +42.1% | +14.1% | +28.0% | +37.0% |
| All | +92.0% | +139.3% | -47.2% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling